Appendix D: Order State Change Matrices

D3 – Cancel request issued for a zero-filled order

Time Message Received (ClOrdID, OrigClOrdID) Message Sent (ClOrdID, OrigClOrdID) Exec Type OrdStatus Exec Trans Type Order Qty Cum Qty Leaves Qty Last Shares Comment
1 New Order(X) 10000
2 Execution(X) Rejected Rejected New 10000 0 0 0 If order is rejected
2 Execution(X) New New New 10000 0 10000 0
3 Cancel Request(Y,X) 10000
4 Cancel Reject (Y,X) New 10000 If rejected by salesperson
4 Execution (Y,X) Pending Cancel Pending Cancel New 10000 0 10000 0
5 Cancel Reject (Y,X) New 10000 If rejected by trader/exchange
5 Execution (Y,X) Canceled Canceled New 10000 0 0 0

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